[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: AW: questions using "margeff" |

Date |
Mon, 27 Apr 2009 23:08:54 +0200 |

<> What does " does not satisfy this property" mean? How far is it off? Too far away for comfort? In my example, it is quite close, but that may mean different things to different people... ************* sysuse auto, clear prob for we rep tr tu margeff di in red _b[weight]/_b[trunk] qui mat A=e(margeff_b) di in red A[1,1]/A[1,3] di in red _b[weight]/_b[turn] di in red A[1,1]/A[1,4] ************* HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Wei Jiang Gesendet: Montag, 27. April 2009 16:23 An: statalist@hsphsun2.harvard.edu Betreff: st: questions using "margeff" I just used the "margeff" module to compute the average partial effect (APE), and found the following problem: Suppose a probit mode is: Y* = a1*x1 + a2*x2 + e; y = 1 if Y* > 0; and = 0 if otherwise. I would think that a1/a2 must be equal to APE(x1)/APE(x2) because APE(x1) = 1/n *sum(a1*normpdf(a1*x1+a2*x2)) APE(x2) = 1/n *sum(a2*normpdf(a1*x1+a2*x2)) But the APE estimates produced by margeff does not satisfy this property. Anyone can advise? Many thanks. Wei Jiang * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: questions using "margeff"***From:*Wei Jiang <weijiang_cbs@yahoo.com>

- Prev by Date:
**Re: st: Efficient way to run regressions with many dummy variables?** - Next by Date:
**st: overid test** - Previous by thread:
**st: questions using "margeff"** - Next by thread:
**st: Efficient way to run regressions with many dummy variables?** - Index(es):

© Copyright 1996–2014 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |